A Note on Bias of Closed-Form Estimators for the Gamma Distribution Derived From Likelihood Equations
Nenhuma Miniatura disponível
Data
2019-04-03
Autores
Louzada, Francisco
Ramos, Pedro L.
Ramos, Eduardo [UNESP]
Título da Revista
ISSN da Revista
Título de Volume
Editor
Amer Statistical Assoc
Resumo
We discuss here an alternative approach for decreasing the bias of the closed-form estimators for the gamma distribution recently proposed by Ye and Chen in 2017. We show that, the new estimator has also closed-form expression, is positive, and can be computed for n > 2. Moreover, the corrective approach returns better estimates when compared with the former ones.
Descrição
Palavras-chave
Bias correction, Improve estimators, Two-parameter gamma distribution
Como citar
American Statistician. Alexandria: Amer Statistical Assoc, v. 73, n. 2, p. 195-199, 2019.